Pine v5 default margin 0; percent_of_equity capped at 100% without margin

[alexgrover]

Two sizing / margin rules, found by logging strategy.default_entry_qty, equity and the position on TradingView and in PineTS (BINANCE:BTCUSDT 1h, Pine v5 and v6), and confirmed with 14 sizing probes.

Changes

Pine v5's default margin is 0. A v5 strategy without margin_long / margin_short has no margin model on TradingView. PineTS only flagged it for the reporting getters and kept margin 100% in the broker. A v5 strategy sized at 150% of equity therefore had every order rejected: controlled case 15 made 0 trades, against 109 on TradingView. The v5 defaults are now 0 in the strategy config, and the _v5_no_margin flag is removed (the getters already treat margin 0 the same way).

Without a margin model, percent_of_equity is capped at 100% of equity. With margin 0, TradingView sizes 120%, 150% and 300% of equity identically, as 10,000 / 63,465.51 = 0.158. Other settings behave differently:

• cash sizing is not capped (15,000 of cash buys 0.236);
• at margin 50%, 150% is used;
• at margin 100% (the v6 default), the 150% order is rejected, as before.

Tests

tests/namespaces/strategy/margin-defaults-and-sizing.test.ts (5 tests): v5 at 150%; v6 margin 0 at 300%; v6 margin 50 at 150%; v6 default margin rejecting 150%; cash above equity at margin 0. The first two fail on dev; the others guard existing behavior.

Results against TradingView (compared with dev)

• Controlled case 15 (1h and 1D): 0 trades → identical.
• Sizing probes: v5 at 150%, and v6 at margin 0 with 120% / 150% / 300%, become identical. The other probes were already identical.
• Public strategies, premium backtesters and the other controlled cases: no change.
• Unit suite: all committed tests pass. Oracle suite: 0 regressions.

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Note

Medium Risk
Changes default margin and order sizing for Pine v5 strategies and percent-of-equity logic, which can alter which entries fill versus TradingView parity fixes.

Overview
Aligns Pine v5 with TradingView by defaulting margin_long / margin_short to 0 when those are not set on a v5 script, instead of keeping 100% margin in the broker while only flagging “no margin” for reporting. The internal _v5_no_margin flag is removed; margin === 0 is now the single signal everywhere (liquidation price, capital_held, margin checks).

percent_of_equity sizing now caps at 100% of equity when there is no margin model (margin 0), so 120%/150%/300% all size like 100%; cash sizing is unchanged. v6 at 100% margin still rejects oversize orders as before.

Adds margin-defaults-and-sizing.test.ts for v5/v6 margin defaults, the cap, and cash vs percent behavior.

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